@data{jae.2022326.0701287577,
author = {Callot, Laurent and Kock, Anders Bredahl and Medeiros, Marcelo C.},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {modeling-and-forecasting-large-realized-covariance-matrices-and-portfolio-choice},
year = {2017},
version = {1},
url = {https://journaldata.zbw.eu/dataset/modeling-and-forecasting-large-realized-covariance-matrices-and-portfolio-choice},
doi = "10.15456/jae.2022326.0701287577" 
}